+88.5%
ENB vs BNS
+188.9%
-100.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.4% |
| 7D | -4.7% | -0.4% | -4.3% | -4.4% |
| 30D | -5.9% | +3.5% | -9.3% | -8.4% |
| 3M | -14.2% | +14.1% | -28.3% | -22.3% |
| 6M | -8.6% | +33.8% | -42.4% | -26.2% |
| YTD | +3.9% | +29.5% | -25.6% | -14.5% |
| 1Y | +1.8% | +48.4% | -46.6% | -24.3% |
| 3Y | +68.5% | +129.6% | -61.1% | -11.1% |
| 5Y | +62.4% | +96.1% | -33.6% | -5.4% |
| All | +88.5% | +188.9% | -100.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling